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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"jpn"
~subject:"Developing countries"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Developing countries
Portfolio-Management
Risk
Schätzung
Theory
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
570
Type of publication
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Article
1,887
Book / Working Paper
32
Type of publication (narrower categories)
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Article in journal
Fallstudie
Konferenzbeitrag
Statistik
Aufsatz in Zeitschrift
1,919
Collection of articles of several authors
52
Sammelwerk
52
Konferenzschrift
16
Conference paper
13
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
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1
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1
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Language
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English
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Phillips, Peter C. B.
41
Linton, Oliver
24
Gouriéroux, Christian
18
Lee, Lung-fei
18
Koop, Gary
17
Ghysels, Eric
16
Todorov, Viktor
16
Yu, Jun
16
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Tauchen, George Eugene
15
Bollerslev, Tim
14
Hsiao, Cheng
14
Diebold, Francis X.
13
Schmidt, Peter
13
Xiao, Zhijie
13
Aït-Sahalia, Yacine
12
Baltagi, Badi H.
12
McAleer, Michael
12
Park, Joon Y.
12
Timmermann, Allan
12
Chib, Siddhartha
11
Corradi, Valentina
11
Gao, Jiti
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Li, Qi
11
Renault, Eric
11
Steel, Mark F. J.
11
Taylor, Robert
11
White, Halbert
11
Barnett, William A.
10
Maasoumi, Esfandiar
10
Patton, Andrew J.
10
Su, Liangjun
10
Dufour, Jean-Marie
9
Khalaf, Lynda
9
Kohn, Robert
9
Kumbhakar, Subal
9
Lewbel, Arthur
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Economics letters
5,854
European journal of operational research : EJOR
5,116
Applied economics
3,266
Journal of economic theory
2,895
Journal of economic dynamics & control
2,617
The American economic review
2,580
Economic modelling
2,540
Journal of economic behavior & organization : JEBO
2,481
Computers & operations research : and their applications to problems of world concern ; an international journal
2,348
Applied economics letters
2,314
European economic review : EER
2,146
Journal of banking & finance
2,084
International journal of production research
2,004
Journal of public economics
1,913
Games and economic behavior
1,890
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,826
Management science : journal of the Institute for Operations Research and the Management Sciences
1,700
Energy economics
1,615
The economic journal : the journal of the Royal Economic Society
1,561
Journal of monetary economics
1,533
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,528
Finance research letters
1,519
Journal of international economics
1,466
International review of economics & finance : IREF
1,434
Public choice
1,420
International economic review
1,393
Journal of international money and finance
1,382
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,356
International journal of production economics
1,354
American journal of agricultural economics
1,347
Journal of macroeconomics
1,330
Social choice and welfare
1,325
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,269
Journal of financial economics
1,240
International journal of industrial organization
1,207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,187
Insurance / Mathematics & economics
1,184
Journal of mathematical economics
1,166
Journal of development economics
1,160
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Source
All
ECONIS (ZBW)
1,919
Showing
1
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10
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1,919
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date (newest first)
date (oldest first)
1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
9
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
10
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
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